AUBANK
Au Small Finance Bank Ltd
537.6
-11.10 (-2.02%)
Option Chain for AUBANK
20 Dec 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1000 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 264.90 | 0.00 | 480 | -0.05 | 0.25 | 46.05 | 2 | 0 | 6 | -0.02 |
| - | 0 | 0 | 0 | - | 129.70 | 0.00 | 490 | 0.00 | 0.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 18 | -2 | 14 | - | 39.55 | -9.45 | 500 | -0.05 | 0.45 | 35.90 | 98 | 14 | 127 | -0.04 |
| 0.71 | 1 | 0 | 1 | 91.44 | 42.60 | -40.00 | 510 | 0.10 | 0.80 | 32.30 | 50 | -14 | 121 | -0.08 |
| 0.83 | 9 | 3 | 6 | 32.63 | 22.50 | -8.80 | 520 | 0.15 | 1.25 | 27.14 | 458 | -59 | 241 | -0.13 |
| 0.69 | 24 | 8 | 67 | 32.04 | 14.90 | -5.50 | 530 | 0.65 | 2.75 | 24.50 | 1,531 | 1 | 347 | -0.26 |
| 0.52 | 192 | 65 | 978 | 28.30 | 8.00 | -6.25 | 540 | 1.65 | 5.90 | 22.08 | 2,447 | -76 | 488 | -0.48 |
| 0.32 | 531 | 17 | 2,160 | 28.13 | 3.95 | -4.35 | 550 | 4.15 | 12.20 | 22.51 | 2,236 | -108 | 485 | -0.72 |
| 0.19 | 742 | -43 | 2,733 | 31.51 | 2.30 | -2.30 | 560 | 5.75 | 20.05 | 19.45 | 597 | -84 | 442 | -0.92 |
| 0.12 | 986 | -183 | 1,758 | 34.45 | 1.35 | -1.20 | 570 | 7.25 | 29.50 | - | 161 | -65 | 447 | - |
| 0.07 | 1,268 | -205 | 1,251 | 37.08 | 0.80 | -0.70 | 580 | 7.10 | 38.40 | - | 88 | -40 | 720 | - |
| 0.05 | 1,415 | -191 | 759 | 41.26 | 0.60 | -0.40 | 590 | 10.45 | 51.55 | 54.93 | 102 | -22 | 584 | -0.89 |
| 0.04 | 2,618 | -409 | 1,502 | 45.83 | 0.50 | -0.25 | 600 | 10.40 | 60.55 | 53.04 | 34 | -16 | 525 | -0.93 |
| 0.02 | 897 | -163 | 293 | 47.39 | 0.30 | -0.20 | 610 | 11.45 | 71.35 | - | 9 | -1 | 117 | - |
| 0.02 | 986 | -125 | 272 | 52.65 | 0.30 | -0.15 | 620 | 19.65 | 81.00 | - | 8 | -1 | 75 | - |
| - | 403 | -51 | 158 | - | 0.25 | -0.15 | 630 | -1.05 | 79.45 | - | 6 | 0 | 31 | - |
| - | 290 | -40 | 83 | - | 0.20 | -0.10 | 640 | 0.00 | 80.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 515 | -6 | 53 | - | 0.20 | 0.00 | 650 | 16.80 | 106.80 | - | 16 | 0 | 121 | - |
|
|
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| - | 78 | -6 | 12 | - | 0.25 | 0.00 | 660 | 11.90 | 121.30 | - | 5 | -2 | 10 | - |
| - | 51 | 0 | 4 | - | 0.10 | -0.05 | 670 | 0.00 | 127.90 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.00 | 0 | -3 | 0 | 0.00 | 0.15 | 0.00 | 680 | 0.00 | 83.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 3 | 0 | 1 | - | 0.10 | -0.05 | 690 | 0.00 | 121.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 109 | -12 | 30 | - | 0.10 | -0.05 | 700 | 0.45 | 150.10 | - | 30 | -25 | 68 | - |
| 11,136 | 4,955 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
